| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 154416.7521 | 102192.5916 | 52224.1605 | 233722.2287 | 170443.2645 | 63278.9642 |
| Total P&L (%) | 154.4168 | 102.1926 | 52.2242 | 233.7222 | 170.4433 | 63.279 |
| Avg Daily Profit (%) | 0.2965 | 0.1962 | 0.1003 | 0.2317 | 0.1912 | 0.0942 |
| Buy And Hold Return (%) | 21.2052 | 21.2052 | 21.2052 | 21.2052 | 21.2052 | 21.2052 |
| Max Trade Drawdown | -48948 | -55210 | -26270 | -136901 | -140518 | -67161 |
| Profit Factor | 1.7806 | 1.7858 | 1.7707 | 1.4882 | 1.5476 | 1.3778 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
| Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
| Profitability (%) | 46.875 | 37.5 | 56.25 | 46.875 | 37.5 | 56.25 |
| Ratio Avg Win / Avg Loss | 2.018 | 2.9763 | 1.3772 | 1.6866 | 2.5793 | 1.0716 |
| Largest Winning Trade | 33201 | 33201 | 13191 | 78297 | 78297 | 27031 |
| Largest Losing Trade | -12291 | -12291 | -7452 | -30907 | -30907 | -17683 |
| Avg Bars in Trades | 256 | 366 | 147 | 256 | 366 | 147 |
| Avg Bars in Winners | 368 | 636 | 190 | 368 | 636 | 190 |
| Avg Bars in Losers | 158 | 203 | 92 | 158 | 203 | 92 |
| Bars Traded | 24660 | 17572 | 7088 | 24660 | 17572 | 7088 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 370596 | 149051 | -60338 | 313494 | 176849 | -69467 |
{
"trading_pair": "SOL_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712287800000,
"first_datapoint_time": 1712714400000,
"last_datapoint_time": 1757286000000,
"evaluation_time": 1757286533791,
"expiration_time": 1763766000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 170,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 238,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
154416.7520977706,
102192.5915541898,
52224.1605435808,
233722.2287411958,
170443.2644945826,
63278.9642466133
],
[
154.416752,
102.192592,
52.224161,
233.722229,
170.443264,
63.278964
],
[
0.296482,
0.196211,
0.100271,
0.231656,
0.191203,
0.094181
],
[
21.205214,
21.205214,
21.205214,
21.205214,
21.205214,
21.205214
],
[
-48948,
-55210,
-26270,
-136901,
-140518,
-67161
],
[
1.780627,
1.785795,
1.770708,
1.488151,
1.547555,
1.377761
],
[
96,
48,
48,
96,
48,
48
],
[
45,
18,
27,
45,
18,
27
],
[
51,
30,
21,
51,
30,
21
],
[
46.875,
37.5,
56.25,
46.875,
37.5,
56.25
],
[
2.018044,
2.976325,
1.377217,
1.686571,
2.579259,
1.071592
],
[
33201,
33201,
13191,
78297,
78297,
27031
],
[
-12291,
-12291,
-7452,
-30907,
-30907,
-17683
],
[
256,
366,
147,
256,
366,
147
],
[
368,
636,
190,
368,
636,
190
],
[
158,
203,
92,
158,
203,
92
],
[
24660,
17572,
7088,
24660,
17572,
7088
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
370596,
149051,
-60338,
313494,
176849,
-69467
]
]
}
{
"trading_pair": "SOL_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712287800000,
"first_datapoint_time": 1712714400000,
"last_datapoint_time": 1757286000000,
"evaluation_time": 1757286533791,
"expiration_time": 1763766000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 170,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 238,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|